MFF Capital Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.65% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1022 | 21.86 | |
| 0.0893 | 15.53 | |
| 0.8229 | 177.96 | |
| 0.0747 | 5.10 |
Estimation Period:
Dec 19, 2006 to Feb 6, 2026
Dec 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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